Immune checkpoint blockade (ICB) therapy has achieved breakthroughs in the treatment of advanced non-small cell lung cancer (NSCLC). Nevertheless, the low response due to immuno-cold tumor microenvironment (TME) largely limits the application of ICB therapy. Based on the glycolytic/cholesterol synthesis axis, a stratification framework for EGFR wild-type NSCLC was developed to summarize the metabolic features of immuno-cold and immuno-hot tumors. The cholesterol subgroup displays the worst prognosis in immuno-cold NSCLC with significant enrichment of the cholesterol gene signature, indicating targeting cholesterol synthesis is essential for the therapy for immuno-cold NSCLC. Statin, the inhibitor for cholesterol synthesis, can suppress the aggressiveness of NSCLC in vitro and in vivo and also drastically reverse immuno-cold to an inflamed phenotype in vivo which exhibited a higher response to ICB therapy. Moreover, both our in-house data and meta-analysis further support that statin can significantly enhance ICB efficacy. In terms of preliminary mechanisms, statin could transcriptionally inhibit PD-L1 expression and induce ferroptosis in NSCLC cells. Overall, we reveal the significance of cholesterol synthesis in NSCLC and demonstrate the improved therapeutic efficacy of ICB in combination with statin.These findings could provide a innovative clinical insight to treat NSCLC patients with immuno-cold tumors.